+96.8%
CAT vs GFS
+39.8%
+57.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.5% |
| 7D | +2.9% | +4.5% | -1.6% | +1.4% |
| 30D | -2.6% | -8.2% | +5.6% | +0.2% |
| 3M | -10.7% | -38.9% | +28.2% | +5.2% |
| 6M | +16.1% | -2.9% | +19.0% | +15.7% |
| YTD | +43.2% | +31.8% | +11.5% | +28.2% |
| 1Y | +96.8% | +43.1% | +53.7% | +74.4% |
| All | +96.8% | +39.8% | +57.0% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GFS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling